I could be wrong,but I believe if you have proof of the order being cancelled you have no liability . Call your credit card company and dispute the charge, and do not accept the package.
The package was already accepted as it was delievered when my dad was home and he didn't know what it was. And I don't think the order was ever officially cancelled. I sent them multiple emails and tried calling (never got through) to cancel, but never got replies.
There should be a slip of paper in the shipping box with instructions for returning. Don't open the inner playbook box as they will not accept back open boxes. One they get it back, they should refund your money or reverse the charge on your card.
With that I'd be paying return shipping. I sent them an email. Hopefully they reply. If not, I'm gonna go through my credit card. I'm not gonna pay return shipping on something I tried multiple times to cancel.
Unless you have something showing there was a cancellation, such as and email or confirmation number, it's your responsibility for returning it. Robsteve's post is correct.